I am using the dockable panel for clips and it seems to me that it should work the same as special characters. That is, when you click a clip, focus should be returned to the editing window after the clip is pasted in. Saving the user another mouse click.

Good suggestion. Just uploaded a change for this in the next release. And also to stop highlighting any text when pasting a clip that was used on selected text. Before if you selected text and pasted a clip then you might have <b>text</b> highlighted - so if you typed something then <b>text</b> would be deleted. Now the cursor is just left at the end of the new text.